AuxiliaryUnitMatrix (n)
Get the auxiliary unit matrix of size n
. This is a square matrix with that is all zero except the
superdiagonal being all ones. It is the Jordan block matrix of one zero eigenvalue.
See Planetmath or Mathworld for more information on Jordan Canonical Form.
BilinearForm (v,A,w)
Evaluate (v,w) with respect to the bilinear form given by the matrix A.
BilinearFormFunction (A)
Return a function that evaluates two vectors with respect to the bilinear form given by A.
CharacteristicPolynomial (M)
Aliases: CharPoly
Get the characteristic polynomial as a vector. That is, return
the coefficients of the polynomial starting with the constant term. This is
the polynomial defined by det(M-xI)
. The roots of this
polynomial are the eigenvalues of M
.
See also CharacteristicPolynomialFunction.
See Wikipedia or Planetmath for more information.
CharacteristicPolynomialFunction (M)
Get the characteristic polynomial as a function. This is
the polynomial defined by det(M-xI)
. The roots of this
polynomial are the eigenvalues of M
.
See also CharacteristicPolynomial.
See Wikipedia or Planetmath for more information.
ColumnSpace (M)
Get a basis matrix for the columnspace of a matrix. That is,
return a matrix whose columns are the basis for the column space of
M
. That is the space spanned by the columns of
M
.
See Wikipedia for more information.
CommutationMatrix (m, n)
Return the commutation matrix K(m,n)
, which is the unique m*n
by
m*n
matrix such that K(m,n) * MakeVector(A) = MakeVector(A.')
for all m
by n
matrices A
.
CompanionMatrix (p)
Companion matrix of a polynomial (as vector).
ConjugateTranspose (M)
Conjugate transpose of a matrix (adjoint). This is the
same as the '
operator.
See Wikipedia or Planetmath for more information.
Convolution (a,b)
Aliases: convol
Calculate convolution of two horizontal vectors.
ConvolutionVector (a,b)
Calculate convolution of two horizontal vectors. Return result as a vector and not added together.
CrossProduct (v,w)
CrossProduct of two vectors in R3 as a column vector.
See Wikipedia for more information.
DeterminantalDivisorsInteger (M)
Get the determinantal divisors of an integer matrix.
DirectSum (M,N...)
Direct sum of matrices.
See Wikipedia for more information.
DirectSumMatrixVector (v)
Direct sum of a vector of matrices.
See Wikipedia for more information.
Eigenvalues (M)
Aliases: eig
Get the eigenvalues of a square matrix. Currently only works for matrices of size up to 4 by 4, or for triangular matrices (for which the eigenvalues are on the diagonal).
See Wikipedia, Planetmath, or Mathworld for more information.
Eigenvectors (M)
Eigenvectors (M, &eigenvalues)
Eigenvectors (M, &eigenvalues, &multiplicities)
Get the eigenvectors of a square matrix. Optionally get also the eigenvalues and their algebraic multiplicities. Currently only works for matrices of size up to 2 by 2.
See Wikipedia, Planetmath, or Mathworld for more information.
GramSchmidt (v,B...)
Apply the Gram-Schmidt process (to the columns) with respect to
inner product given by B
. If B
is not
given then the standard Hermitian product is used. B
can
either be a sesquilinear function of two arguments or it can be a matrix giving
a sesquilinear form. The vectors will be made orthonormal with respect to
B
.
See Wikipedia or Planetmath for more information.
HankelMatrix (c,r)
Hankel matrix, a matrix whose skew-diagonals are constant. c
is the first row and r
is the
last column. It is assumed that both arguments are vectors and the last element of c
is the same
as the first element of r
.
See Wikipedia for more information.
HilbertMatrix (n)
Hilbert matrix of order n
.
See Wikipedia or Planetmath for more information.
Image (T)
Get the image (columnspace) of a linear transform.
See Wikipedia for more information.
InfNorm (v)
Get the Inf Norm of a vector, sometimes called the sup norm or the max norm.
InvariantFactorsInteger (M)
Get the invariant factors of a square integer matrix.
InverseHilbertMatrix (n)
Inverse Hilbert matrix of order n
.
See Wikipedia or Planetmath for more information.
IsHermitian (M)
Is a matrix Hermitian. That is, is it equal to its conjugate transpose.
See Wikipedia or Planetmath for more information.
IsInSubspace (v,W)
Test if a vector is in a subspace.
IsInvertible (n)
Is a matrix (or number) invertible (Integer matrix is invertible if and only if it is invertible over the integers).
IsInvertibleField (n)
Is a matrix (or number) invertible over a field.
IsNormal (M)
Is M
a normal matrix. That is,
does M*M' == M'*M
.
See Planetmath or Mathworld for more information.
IsPositiveDefinite (M)
Is M
a Hermitian positive definite matrix. That is if
HermitianProduct(M*v,v)
is always strictly positive for
any vector v
.
M
must be square and Hermitian to be positive definite.
The check that is performed is that every principal submatrix has a non-negative
determinant.
(See HermitianProduct)
Note that some authors (for example Mathworld) do not require that
M
be Hermitian, and then the condition is
on the real part of the inner product, but we do not take this
view. If you wish to perform this check, just check the
Hermitian part of the matrix M
as follows:
IsPositiveDefinite(M+M')
.
See Wikipedia, Planetmath, or Mathworld for more information.
IsPositiveSemidefinite (M)
Is M
a Hermitian positive semidefinite matrix. That is if
HermitianProduct(M*v,v)
is always non-negative for
any vector v
.
M
must be square and Hermitian to be positive semidefinite.
The check that is performed is that every principal submatrix has a non-negative
determinant.
(See HermitianProduct)
Note that some authors do not require that
M
be Hermitian, and then the condition is
on the real part of the inner product, but we do not take this
view. If you wish to perform this check, just check the
Hermitian part of the matrix M
as follows:
IsPositiveSemidefinite(M+M')
.
See Planetmath or Mathworld for more information.
IsSkewHermitian (M)
Is a matrix skew-Hermitian. That is, is the conjugate transpose equal to negative of the matrix.
See Planetmath for more information.
IsUnitary (M)
Is a matrix unitary? That is, does
M'*M
and M*M'
equal the identity.
See Planetmath or Mathworld for more information.
JordanBlock (n,lambda)
Aliases: J
Get the Jordan block corresponding to the eigenvalue
lambda
with multiplicity n
.
See Planetmath or Mathworld for more information.
Kernel (T)
Get the kernel (nullspace) of a linear transform.
(See NullSpace)
KroneckerProduct (M, N)
Aliases: TensorProduct
Compute the Kronecker product (tensor product in standard basis) of two matrices.
See Wikipedia, Planetmath or Mathworld for more information.
Version 1.0.18 onwards.
LUDecomposition (A, L, U)
Get the LU decomposition of A
, that is
find a lower triangular matrix and upper triangular
matrix whose product is A
.
Store the result in the L
and
U
, which should be references. It returns true
if successful.
For example suppose that A is a square matrix, then after running:
genius>
LUDecomposition(A,&L,&U)
You will have the lower matrix stored in a variable called
L
and the upper matrix in a variable called
U
.
This is the LU decomposition of a matrix aka Crout and/or Cholesky reduction. (ISBN 0-201-11577-8 pp.99-103) The upper triangular matrix features a diagonal of values 1 (one). This is not Doolittle's Method, which features the 1's diagonal on the lower matrix.
Not all matrices have LU decompositions, for example
[0,1;1,0]
does not and this function returns
false
in this case and sets L
and U
to null
.
See Wikipedia, Planetmath or Mathworld for more information.
Minor (M,i,j)
Get the i
-j
minor of a matrix.
See Planetmath for more information.
NonPivotColumns (M)
Return the columns that are not the pivot columns of a matrix.
Norm (v,p...)
Aliases: norm
Get the p Norm (or 2 Norm if no p is supplied) of a vector.
NullSpace (T)
Get the nullspace of a matrix. That is the kernel of the
linear mapping that the matrix represents. This is returned
as a matrix whose column space is the nullspace of
T
.
See Planetmath for more information.
Nullity (M)
Aliases: nullity
Get the nullity of a matrix. That is, return the dimension of
the nullspace; the dimension of the kernel of M
.
See Planetmath for more information.
OrthogonalComplement (M)
Get the orthogonal complement of the columnspace.
PivotColumns (M)
Return pivot columns of a matrix, that is columns that have a leading 1 in row reduced form. Also returns the row where they occur.
Projection (v,W,B...)
Projection of vector v
onto subspace
W
with respect to inner product given by
B
. If B
is not given then the standard
Hermitian product is used. B
can either be a sesquilinear
function of two arguments or it can be a matrix giving a sesquilinear form.
QRDecomposition (A, Q)
Get the QR decomposition of a square matrix A
,
returns the upper triangular matrix R
and sets Q
to the orthogonal (unitary) matrix.
Q
should be a reference or null
if you don't
want any return.
For example:
genius>
R = QRDecomposition(A,&Q)
You will have the upper triangular matrix stored in
a variable called
R
and the orthogonal (unitary) matrix stored in
Q
.
See Wikipedia or Planetmath or Mathworld for more information.
RayleighQuotient (A,x)
Return the Rayleigh quotient (also called the Rayleigh-Ritz quotient or ratio) of a matrix and a vector.
See Planetmath for more information.
RayleighQuotientIteration (A,x,epsilon,maxiter,vecref)
Find eigenvalues of A
using the Rayleigh
quotient iteration method. x
is a guess
at a eigenvector and could be random. It should have
nonzero imaginary part if it will have any chance at finding
complex eigenvalues. The code will run at most
maxiter
iterations and return null
if we cannot get within an error of epsilon
.
vecref
should either be null
or a reference
to a variable where the eigenvector should be stored.
See Planetmath for more information on Rayleigh quotient.
Rank (M)
Aliases: rank
Get the rank of a matrix.
See Planetmath for more information.
RosserMatrix ()
Returns the Rosser matrix, which is a classic symmetric eigenvalue test problem.
Rotation2D (angle)
Aliases: RotationMatrix
Return the matrix corresponding to rotation around origin in R2.
Rotation3DX (angle)
Return the matrix corresponding to rotation around origin in R3 about the x-axis.
Rotation3DY (angle)
Return the matrix corresponding to rotation around origin in R3 about the y-axis.
Rotation3DZ (angle)
Return the matrix corresponding to rotation around origin in R3 about the z-axis.
RowSpace (M)
Get a basis matrix for the rowspace of a matrix.
SesquilinearForm (v,A,w)
Evaluate (v,w) with respect to the sesquilinear form given by the matrix A.
SesquilinearFormFunction (A)
Return a function that evaluates two vectors with respect to the sesquilinear form given by A.
SmithNormalFormField (A)
Returns the Smith normal form of a matrix over fields (will end up with 1's on the diagonal).
See Wikipedia for more information.
SmithNormalFormInteger (M)
Return the Smith normal form for square integer matrices over integers.
See Wikipedia for more information.
SolveLinearSystem (M,V,args...)
Solve linear system Mx=V, return solution V if there is a unique solution, null
otherwise. Extra two reference parameters can optionally be used to get the reduced M and V.
ToeplitzMatrix (c, r...)
Return the Toeplitz matrix constructed given the first column c and (optionally) the first row r. If only the column c is given then it is conjugated and the nonconjugated version is used for the first row to give a Hermitian matrix (if the first element is real).
See Wikipedia or Planetmath for more information.
Trace (M)
Aliases: trace
Calculate the trace of a matrix. That is the sum of the diagonal elements.
See Wikipedia or Planetmath for more information.
Transpose (M)
Transpose of a matrix. This is the same as the
.'
operator.
See Wikipedia or Planetmath for more information.
VandermondeMatrix (v)
Aliases: vander
Return the Vandermonde matrix.
See Wikipedia for more information.
VectorAngle (v,w,B...)
The angle of two vectors with respect to inner product given by
B
. If B
is not given then the standard
Hermitian product is used. B
can either be a sesquilinear
function of two arguments or it can be a matrix giving a sesquilinear form.
VectorSpaceDirectSum (M,N)
The direct sum of the vector spaces M and N.
VectorSubspaceIntersection (M,N)
Intersection of the subspaces given by M and N.
VectorSubspaceSum (M,N)
The sum of the vector spaces M and N, that is {w | w=m+n, m in M, n in N}.
adj (m)
Aliases: Adjugate
Get the classical adjoint (adjugate) of a matrix.
cref (M)
Aliases: CREF
ColumnReducedEchelonForm
Compute the Column Reduced Echelon Form.
det (M)
Aliases: Determinant
Get the determinant of a matrix.
See Wikipedia or Planetmath for more information.
ref (M)
Aliases: REF
RowEchelonForm
Get the row echelon form of a matrix. That is, apply gaussian
elimination but not backaddition to M
. The pivot rows are
divided to make all pivots 1.
See Wikipedia or Planetmath for more information.
rref (M)
Aliases: RREF
ReducedRowEchelonForm
Get the reduced row echelon form of a matrix. That is, apply gaussian elimination together with backaddition to M
.
See Wikipedia or Planetmath for more information.